DPPL 0.37 compat for particle MCMC #2625

mhauru · 2025-07-22T14:14:30Z

This may or may not be done functionality-wise, except VariableOrderAccumulator seems to go wrong when using Gibbs. (This is probably the same problem as before in merging accumulators.) Let's see how CI does. The code has some pretty ugly bits though, that should be improved.

FYI @penelopeysm

github-actions · 2025-07-22T14:16:10Z

Turing.jl documentation for PR #2625 is available at:
https://TuringLang.github.io/Turing.jl/previews/PR2625/

codecov · 2025-07-22T14:25:24Z

Codecov Report

❌ Patch coverage is 6.66667% with 56 lines in your changes missing coverage. Please review.
✅ Project coverage is 24.49%. Comparing base (7ca59ce) to head (6d6fac8).
⚠️ Report is 2 commits behind head on mhauru/dppl-0.37.

Files with missing lines	Patch %	Lines
src/mcmc/particle_mcmc.jl	0.00%	54 Missing ⚠️
src/mcmc/ess.jl	0.00%	2 Missing ⚠️

Additional details and impacted files

@@                 Coverage Diff                  @@
##           mhauru/dppl-0.37    #2625      +/-   ##
====================================================
- Coverage             24.84%   24.49%   -0.35%     
====================================================
  Files                    22       22              
  Lines                  1469     1498      +29     
====================================================
+ Hits                    365      367       +2     
- Misses                 1104     1131      +27

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penelopeysm · 2025-07-22T17:30:27Z

As discussed earlier it's looking good. Finer details we talked about:

Having a specific accumulator for the particle weight (i.e., the log-likelihood of the most recent observation). Adding a quantity to this accumulator would be responsible for triggering the resampling (via Libtask.produce).
This would allow us to accumulate logprior / loglikelihood ( / logjac) as usual, so that they don't have a special meaning inside the pMCMC file (the current code hijacks vi.logp[] for its own purposes).
Unsure whether @addlogprob! should also trigger resampling. We think it probably should (if it is incrementing the likelihood by a nonzero amount).
We'll probably leave set_retained_vns_del! there for now.

penelopeysm · 2025-07-23T01:20:48Z

Turing.jl/src/mcmc/particle_mcmc.jl

Lines 45 to 51 in b0df6a6

    
               score = consume(trace.model.ctask) 
        
               if score === nothing 
        
                   return nothing 
        
               else 
        
                   return score + DynamicPPL.getlogjoint(trace.model.f.varinfo) 
        
               end 
        
           end

I realised the call to getlogjoint catches not only @addlogprob! but also Gibbs-conditioned variables (I think).

* Obviously this single commit will make Gibbs work * Fixes for ESS * Fix HMC call * improve some comments

…uru/pmcmc-fix-candidate-1

mhauru · 2025-07-23T17:16:05Z

Most, though not quite all, of the remaining test failures are because merge and subset don't handle VariableOrderAccumulator. Do you want to merge this first and make that a separate PR?

penelopeysm · 2025-07-23T17:20:06Z

Quite happy to!

src/mcmc/particle_mcmc.jl

penelopeysm · 2025-07-25T01:04:31Z

src/mcmc/particle_mcmc.jl

 )
+    vi = DynamicPPL.setacc!!(vi, ProduceLogLikelihoodAccumulator())


line 337 needs the same fix as per discussion in TuringLang/DynamicPPL.jl#999.

(the fix for this is in #2629)

penelopeysm

Just thought to update the comments I left, feel free to apply those changes + merge if you're happy with them.

src/mcmc/gibbs.jl

* First efforts towards DPPL 0.37 compat, WIP * More DPPL 0.37 compat work, WIP * Add [sources] for [email protected] * Remove context argument from `LogDensityFunction` * Fix MH * Remove spurious logging * Remove residual OptimizationContext * Delete files that were removed in previous releases * Fix typo * Simplify ESS * Fix LDF * Fix Prior(), fix a couple more imports * fixes * actually fix prior * Remove extra return value from tilde_assume * fix ldf * actually fix prior * fix HMC log-density * fix ldf * fix make_evaluate_... * more fixes for evaluate!! * fix hmc * fix run_ad * even more fixes (oh goodness when will this end) * more fixes * fix * more fix fix fix * fix return values of tilde pipeline * even more fixes * Fix missing import * More MH fixes * Fix conversion * don't think it really needs those type params * implement copy for LogPriorWithoutJacAcc * Even more fixes * More fixes; I think the remaining failures are pMCMC related * Fix merge * DPPL 0.37 compat for particle MCMC (#2625) * Progress in DPPL 0.37 compat for particle MCMC * WIP PMCMC work * Gibbs fixes for DPPL 0.37 (plus tiny bugfixes for ESS + HMC) (#2628) * Obviously this single commit will make Gibbs work * Fixes for ESS * Fix HMC call * improve some comments * Fixes to ProduceLogLikelihoodAccumulator * Use LogProbAccumulator for ProduceLogLikelihoodAccumulator * use get_conditioned_gibbs --------- Co-authored-by: Penelope Yong <[email protected]> * "Fixes" for PG-in-Gibbs (#2629) * WIP PMCMC work * Fixes to ProduceLogLikelihoodAccumulator * inline definition of `set_retained_vns_del!` * Fix ProduceLogLikelihoodAcc * Remove all uses of `set_retained_vns_del!` * Use nice functions * Remove PG tests with dynamic number of Gibbs-conditioned-observations * Fix essential/container tests * Update pMCMC implementation as per discussion * remove extra printing statements * revert unneeded changes * Add back (some kind of) dynamic model test * fix rebase * Add a todo comment for dynamic model tests --------- Co-authored-by: Markus Hauru <[email protected]> * Use accumulators to fix all logp calculations when sampling (#2630) * Use new `getlogjoint` for optimisation * Change getlogjoint -> getlogjoint_internal where needed * Enforce re-evaluation when constructing `Transition` * fix tests * Remove extra evaluations from SGLD and SGHMC * Remove dead `transitions_from_chain` method (used to be part of `predict`) * metadata -> getstats_with_lp * Clean up some stray getlogp * InitContext isn't for 0.37, update comments * Fix merge * Do not re-evaluate model for Prior (#2644) * Allow Prior to skip model re-evaluation * remove unneeded `default_chain_type` method * add a test * add a likelihood term too * why not test correctness while we're at it * No need to test AD for SamplingContext{<:HMC} (#2645) * change breaking -> main * Remove calls to resetlogp!! & add changelog (#2650) * Remove calls to resetlogp!! * Add a changelog for 0.40 * Update HISTORY.md Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> * Remove `[sources]` * Unify Turing `Transition`s, fix some tests (#2651) * Unify `Transition` methods * Add tests * Add same test for SGLD/SGHMC * Refactor so that it's nice and organised * Fix failing test on 1.10 * just increase the atol * Make addlogprob test more robust * Remove stray `@show` Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> * Update changelog for PG in Gibbs --------- Co-authored-by: Penelope Yong <[email protected]>

* [no ci] Bump to v0.40.0 * Uncomment tests that should be there * Support DPPL 0.37 (#2550) * First efforts towards DPPL 0.37 compat, WIP * More DPPL 0.37 compat work, WIP * Add [sources] for [email protected] * Remove context argument from `LogDensityFunction` * Fix MH * Remove spurious logging * Remove residual OptimizationContext * Delete files that were removed in previous releases * Fix typo * Simplify ESS * Fix LDF * Fix Prior(), fix a couple more imports * fixes * actually fix prior * Remove extra return value from tilde_assume * fix ldf * actually fix prior * fix HMC log-density * fix ldf * fix make_evaluate_... * more fixes for evaluate!! * fix hmc * fix run_ad * even more fixes (oh goodness when will this end) * more fixes * fix * more fix fix fix * fix return values of tilde pipeline * even more fixes * Fix missing import * More MH fixes * Fix conversion * don't think it really needs those type params * implement copy for LogPriorWithoutJacAcc * Even more fixes * More fixes; I think the remaining failures are pMCMC related * Fix merge * DPPL 0.37 compat for particle MCMC (#2625) * Progress in DPPL 0.37 compat for particle MCMC * WIP PMCMC work * Gibbs fixes for DPPL 0.37 (plus tiny bugfixes for ESS + HMC) (#2628) * Obviously this single commit will make Gibbs work * Fixes for ESS * Fix HMC call * improve some comments * Fixes to ProduceLogLikelihoodAccumulator * Use LogProbAccumulator for ProduceLogLikelihoodAccumulator * use get_conditioned_gibbs --------- Co-authored-by: Penelope Yong <[email protected]> * "Fixes" for PG-in-Gibbs (#2629) * WIP PMCMC work * Fixes to ProduceLogLikelihoodAccumulator * inline definition of `set_retained_vns_del!` * Fix ProduceLogLikelihoodAcc * Remove all uses of `set_retained_vns_del!` * Use nice functions * Remove PG tests with dynamic number of Gibbs-conditioned-observations * Fix essential/container tests * Update pMCMC implementation as per discussion * remove extra printing statements * revert unneeded changes * Add back (some kind of) dynamic model test * fix rebase * Add a todo comment for dynamic model tests --------- Co-authored-by: Markus Hauru <[email protected]> * Use accumulators to fix all logp calculations when sampling (#2630) * Use new `getlogjoint` for optimisation * Change getlogjoint -> getlogjoint_internal where needed * Enforce re-evaluation when constructing `Transition` * fix tests * Remove extra evaluations from SGLD and SGHMC * Remove dead `transitions_from_chain` method (used to be part of `predict`) * metadata -> getstats_with_lp * Clean up some stray getlogp * InitContext isn't for 0.37, update comments * Fix merge * Do not re-evaluate model for Prior (#2644) * Allow Prior to skip model re-evaluation * remove unneeded `default_chain_type` method * add a test * add a likelihood term too * why not test correctness while we're at it * No need to test AD for SamplingContext{<:HMC} (#2645) * change breaking -> main * Remove calls to resetlogp!! & add changelog (#2650) * Remove calls to resetlogp!! * Add a changelog for 0.40 * Update HISTORY.md Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> * Remove `[sources]` * Unify Turing `Transition`s, fix some tests (#2651) * Unify `Transition` methods * Add tests * Add same test for SGLD/SGHMC * Refactor so that it's nice and organised * Fix failing test on 1.10 * just increase the atol * Make addlogprob test more robust * Remove stray `@show` Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> * Update changelog for PG in Gibbs --------- Co-authored-by: Penelope Yong <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]>

Progress in DPPL 0.37 compat for particle MCMC

b0df6a6

github-actions bot assigned mhauru Jul 22, 2025

penelopeysm mentioned this pull request Jul 23, 2025

Gibbs fixes for DPPL 0.37 (plus tiny bugfixes for ESS + HMC) #2628

Merged

mhauru and others added 4 commits July 23, 2025 11:40

WIP PMCMC work

8cb2e19

Gibbs fixes for DPPL 0.37 (plus tiny bugfixes for ESS + HMC) (#2628)

31f7331

* Obviously this single commit will make Gibbs work * Fixes for ESS * Fix HMC call * improve some comments

Merge remote-tracking branch 'origin/mhauru/dppl-0.37-pmcmc' into mha…

da2b510

…uru/pmcmc-fix-candidate-1

Fixes to ProduceLogLikelihoodAccumulator

bdcd72f

penelopeysm reviewed Jul 23, 2025

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mhauru mentioned this pull request Jul 24, 2025

Accumulator miscellanea: Subset, merge, acclogp, and LogProbAccumulator TuringLang/DynamicPPL.jl#999

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penelopeysm requested changes Jul 25, 2025

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penelopeysm mentioned this pull request Jul 26, 2025

Support DPPL 0.37 #2550

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penelopeysm and others added 2 commits July 28, 2025 15:40

Merge branch 'mhauru/dppl-0.37' into mhauru/dppl-0.37-pmcmc

c1723c7

Use LogProbAccumulator for ProduceLogLikelihoodAccumulator

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mhauru requested a review from penelopeysm July 28, 2025 14:48

penelopeysm approved these changes Jul 28, 2025

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src/mcmc/gibbs.jl Outdated Show resolved Hide resolved

use get_conditioned_gibbs

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penelopeysm merged commit c062867 into mhauru/dppl-0.37 Jul 31, 2025
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penelopeysm deleted the mhauru/dppl-0.37-pmcmc branch July 31, 2025 11:06

penelopeysm mentioned this pull request Aug 12, 2025

Broadcasting , addprob and PPL not functionning with PG and SMC sampler #1996

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		)
		vi = DynamicPPL.setacc!!(vi, ProduceLogLikelihoodAccumulator())

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